用直线路径生成时间序列,速度远超传统扩散模型。
FlowTS: Time Series Generation via Rectified Flow
- 采用修正流直接学习分布间最短路径,避免迭代求解微分方程。
- 在股票与电力数据上FID低至0.011,太阳能预测误差降为375的五成。
- 支持无重训练的条件生成,适合实时部署场景。
基于扩散的时间序列生成模型虽表现优异,但需数百至数千次漂移函数计算,效率极低。为此,我们提出FlowTS,一种基于常微分方程的模型,利用概率空间中的修正流实现直线传输。通过学习分布间的测地线路径,FlowTS可精确模拟线性轨迹,显著提升训练与生成速度并改善性能。我们还引入受探索-利用权衡启发的自适应采样策略,平衡噪声适应与精度。值得注意的是,FlowTS无需重训即可无缝实现无条件到条件生成,便于实际应用。此外,为增强生成真实性,模型融合趋势与季节性分解、注意力记忆单元(用于全局上下文聚合)及旋转位置编码(RoPE,用于位置信息)。在无条件设置下,实验表明FlowTS在股票和ETTh数据集上达到当前最优,上下文FID分别为0.019和0.011(此前最佳为0.067和0.061)。在条件生成中,太阳能预测的均方误差降至213(此前最佳为375),MuJoCo插补任务误差为7e-5(此前最佳为2.7e-4)。代码已开源于https://github.com/UNITES-Lab/FlowTS。
原文摘要 · Abstract (English)
Diffusion-based models have significant achievements in time series generation but suffer from inefficient computation: solving high-dimensional ODEs/SDEs via iterative numerical solvers demands hundreds to thousands of drift function evaluations per sample, incurring prohibitive costs. To resolve this, we propose FlowTS, an ODE-based model that leverages rectified flow with straight-line transport in probability space. By learning geodesic paths between distributions, FlowTS achieves computational efficiency through exact linear trajectory simulation, accelerating training and generation while improving performances. We further introduce an adaptive sampling strategy inspired by the exploration-exploitation trade-off, balancing noise adaptation and precision. Notably, FlowTS enables seamless adaptation from unconditional to conditional generation without retraining, ensuring efficient real-world deployment. Also, to enhance generation authenticity, FlowTS integrates trend and seasonality decomposition, attention registers (for global context aggregation), and Rotary Position Embedding (RoPE) (for position information). For unconditional setting, extensive experiments demonstrate that FlowTS achieves state-of-the-art performance, with context FID scores of 0.019 and 0.011 on Stock and ETTh datasets (prev. best: 0.067, 0.061). For conditional setting, we have achieved superior performance in solar forecasting (MSE 213, prev. best: 375) and MuJoCo imputation tasks (MSE 7e-5, prev. best 2.7e-4). The code is available at https://github.com/UNITES-Lab/FlowTS.
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